As Jackson walks into the kitchen car on the train late in the movie, he comments to the effect that it "smells like a subway". The movie is set in 1848. The New York subway system (first in the nation) did not open its first station until October of 1904.
All roles in this movie are seen brandishing breech-loading pistols, which were not available in the Western Hemisphere until the .22 caliber short Smith and Wesson Model 1 in 1857. Larger bore breech loading firearms (such as all firearms shown in the movie) and ammunition for them came several years later.
At many points in the movie, we see henchmen carrying lever-action rifles. The first successful lever action rifle was produced by The Henry Repeating Arms Company of Bayonne, New Jersey, U.S.A. in 1860.
In order for a breech-loading revolver to work, it must be loaded with modern cartridges, integrating both brass housing and bullet as a single unit. The first such cartridges were produced around 1854 by Eugene Lefaucheux in France.
The rapid rate of pistol fire attributed to both Maria and Sarah, later, can only be produced by a double-acting revolver, which development came about in the Western Hemisphere with the Colt 1877 (named for its year of introduction). Europeans used this technology as early as 1873. At the end of the movie, we see Maria pulling the trigger, causing the cylinder to revolve before the hammer comes down on a spent cartridge (double action - pull trigger to both cock and fire in one motion). Likewise, just after Sarah shoots Jackson, we see a side view of her pistol, and the hammer jogs forward just a bit indicative of a double-acting pistol.
The action in this film is supposed to be taking place in 1848, When Sara tries to rob the bank she hums the tune of An Den Schonen Blauen Donau. This tune was composed by Johan Strauss in 1867, almost 20 years later.
When Quentin and Maria are robbing the bank dressed as newly weds, the bank manager faints in front of the vault... but in the next shots (while Quentin is opening the vault, when he opens it, or when they blow the roof) he is nowhere on the floor, or in the room.
In the slow motion shoot out on the train, Maria (Penélope Cruz) fires her colt single action revolver a number of times one-handed without pulling back the hammer. This is impossible with a single action revolver. Also the gun fires and the hammer does not move.
When Maria and Quentin are walking towards a bank in wedding attire, Maria says to the horse "You know what you have to do" and the horse is clearly seen turning around and walking away from them. A few seconds later, when Quentin says "OK, here we are" the horse is again walking behind them. In the following shot of Maria and Quentin walking, the horse is not there.
In the train car loaded with gold, there are many more gunshot sounds than there are gunshots, including two after Jackson (Dwight Yoakam) had exited the train car. By this time six shots had been shown on screen from Maria's (Penélope Cruz) gun.
Mexican military persons salute much the same way Sarah and Maria do near the end of the movie - right hand palm down, fingers extended either to the brim of headgear or just above the eyebrow. But Mexican civilians properly salute with the hand palm down, fingers extended, elbow bent so that the thumb touches at the base of the sternum.